Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.551 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47375.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45980.19 Kr¶

PnL: ---------------------------------------> -908.38 Kr¶

DD now: ---------------------------------> -2.58 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:04:42.808978'

Anic Portfolio¶

Today¶

Return: -1.202 %¶

This Week¶

Return: -1.122 %¶

Total¶

Return: 55.094 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.540000 3425.600000 48.600000 1.440000 3377.000000
Corem Property Group B 59 -1.610000 612.420000 35.420000 6.140000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.410000 389.300000 34.300000 9.660000 355.000000
AcadeMedia 12 -3.320000 587.040000 30.040000 5.390000 557.000004
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Boozt 12 -0.990000 1680.000000 26.000000 1.570000 1653.999996
Resurs Holding 22 -1.620000 599.500000 25.500000 4.440000 573.999998
Beijer Electronics Group 26 -3.360000 2990.000000 19.000000 0.640000 2971.000006
HMS Networks 2 -2.810000 690.800000 17.800000 2.640000 673.000000
Securitas B 6 -0.630000 584.880000 14.880000 2.610000 570.000000
Swedbank A 3 -0.670000 577.200000 13.200000 2.340000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.890000 537.200000 5.200000 0.980000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
OEM International B 7 -1.430000 531.300000 3.300000 0.630000 527.999997
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Intrum 4 -4.000000 523.600000 -3.400000 -0.650000 527.000000
Nordea Bank Abp 29 -0.120000 3450.420000 -3.580000 -0.100000 3453.999992
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Essity B 2 -0.390000 558.400000 -15.600000 -2.720000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -2.510000 504.400000 -29.600000 -5.540000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.330000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -2.300000 1414.800000 -249.200000 -14.980000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 45980.190000 -908.380000 -2.58016% 46888.564618

Updated:¶

'2023-01-25 13:04:55.595007'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶